BNP Paribas Call 48 RNL 21.03.202.../  DE000PC70L50  /

EUWAX
1/24/2025  8:41:21 AM Chg.-0.060 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.330EUR -15.38% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 48.00 EUR 3/21/2025 Call
 

Master data

WKN: PC70L5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.88
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.06
Implied volatility: 0.41
Historic volatility: 0.28
Parity: 0.06
Time value: 0.29
Break-even: 51.50
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.46
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.57
Theta: -0.03
Omega: 7.95
Rho: 0.04
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month  
+17.86%
3 Months  
+94.12%
YTD  
+17.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.390 0.190
6M High / 6M Low: 0.440 0.047
High (YTD): 1/23/2025 0.390
Low (YTD): 1/13/2025 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.35%
Volatility 6M:   299.45%
Volatility 1Y:   -
Volatility 3Y:   -